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Merge pull request #114 from invariant-labs/slippage-test-new
Added slippage test
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,146 @@ | ||
| import { ONE_ALPH, web3 } from '@alephium/web3' | ||
| import { getSigner } from '@alephium/web3-test' | ||
| import { PrivateKeyWallet } from '@alephium/web3-wallet' | ||
| import { TokenFaucetInstance } from '../../../artifacts/ts/' | ||
| import { InvariantInstance } from '../../../artifacts/ts' | ||
| import { deployInvariant, newFeeTier, newPoolKey } from '../../../src/utils' | ||
| import { | ||
| getBasicFeeTickSpacing, | ||
| initBasicPool, | ||
| initBasicPosition, | ||
| swapExactLimit | ||
| } from '../../../src/snippets' | ||
| import { | ||
| initFeeTier, | ||
| initSwap, | ||
| quote, | ||
| expectError, | ||
| withdrawTokens, | ||
| initPosition, | ||
| getPool, | ||
| initTokensXY, | ||
| initPool | ||
| } from '../../../src/testUtils' | ||
| import { InvariantError, MaxSqrtPrice } from '../../../src/consts' | ||
| import { calculateSqrtPrice, toLiquidity } from '../../../src/math' | ||
| import { PoolKey } from '../../../artifacts/ts/types' | ||
|
|
||
| web3.setCurrentNodeProvider('http://127.0.0.1:22973') | ||
| let admin: PrivateKeyWallet | ||
| let positionOwner: PrivateKeyWallet | ||
| let invariant: InvariantInstance | ||
| let tokenX: TokenFaucetInstance | ||
| let tokenY: TokenFaucetInstance | ||
| let poolKey: PoolKey | ||
|
|
||
| describe('Invariant Swap Tests', () => { | ||
| const swapAmount = 10n ** 8n | ||
| const [fee, tickSpacing] = getBasicFeeTickSpacing() | ||
|
|
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| const withdrawAmount = 10n ** 10n | ||
|
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||
| beforeAll(async () => { | ||
| admin = await getSigner(ONE_ALPH * 1000n, 0) | ||
| }) | ||
|
|
||
| beforeEach(async () => { | ||
| invariant = await deployInvariant(admin, 10n ** 10n) | ||
| const feeTier = await newFeeTier(fee, tickSpacing) | ||
| await initFeeTier(invariant, admin, feeTier) | ||
|
|
||
| const tokenSupply = 10n ** 23n | ||
| ;[tokenX, tokenY] = await initTokensXY(admin, tokenSupply) | ||
| positionOwner = await getSigner(ONE_ALPH * 1000n, 0) | ||
| await withdrawTokens(positionOwner, [tokenX, withdrawAmount], [tokenY, withdrawAmount]) | ||
|
|
||
| const initTick = 0n | ||
| const initSqrtPrice = await calculateSqrtPrice(initTick) | ||
|
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||
| poolKey = await newPoolKey(tokenX.address, tokenY.address, feeTier) | ||
| await initPool(invariant, positionOwner, tokenX, tokenY, feeTier, initSqrtPrice, initTick) | ||
|
|
||
| const [lowerTick, upperTick] = [-1000n, 1000n] | ||
|
|
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| const liquidityDelta = toLiquidity(10_000_000_000n) | ||
|
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| const poolBefore = await getPool(invariant, poolKey) | ||
|
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| const slippageLimitLower = poolBefore.sqrtPrice | ||
| const slippageLimitUpper = poolBefore.sqrtPrice | ||
|
|
||
| await initPosition( | ||
| invariant, | ||
| positionOwner, | ||
| poolKey, | ||
| withdrawAmount, | ||
| withdrawAmount, | ||
| lowerTick, | ||
| upperTick, | ||
| liquidityDelta, | ||
| slippageLimitLower, | ||
| slippageLimitUpper | ||
| ) | ||
|
|
||
| expect(await getPool(invariant, poolKey)).toMatchObject({ | ||
| liquidity: liquidityDelta, | ||
| poolKey, | ||
| currentTickIndex: 0n | ||
| }) | ||
| }) | ||
|
|
||
| test('test_basic_slippage', async () => { | ||
| const swapper = await getSigner(ONE_ALPH * 1000n, 0) | ||
|
|
||
| const swapAmount = 10n ** 8n | ||
| await withdrawTokens(swapper, [tokenY, swapAmount]) | ||
|
|
||
| const targetSqrtPrice = 1009940000000000000000001n | ||
| await initSwap(invariant, swapper, poolKey, false, swapAmount, true, targetSqrtPrice) | ||
|
|
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| let expectedSqrtPrice = 1009940000000000000000000n | ||
|
|
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| const pool = await getPool(invariant, poolKey) | ||
|
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||
| expect(pool.sqrtPrice).toBe(expectedSqrtPrice) | ||
| }) | ||
|
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||
| test('test_swap_close_to_limit', async () => { | ||
| const feeTier = await newFeeTier(fee, tickSpacing) | ||
|
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||
| const swapper = await getSigner(ONE_ALPH * 1000n, 0) | ||
| await withdrawTokens(swapper, [tokenX, withdrawAmount], [tokenY, withdrawAmount]) | ||
| const poolKey = await newPoolKey(tokenX.address, tokenY.address, feeTier) | ||
|
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||
| const quoteResult = await quote(invariant, poolKey, false, swapAmount, true, MaxSqrtPrice) | ||
|
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| const targetSqrtPrice = quoteResult.targetSqrtPrice - 1n | ||
|
|
||
| await expectError( | ||
| InvariantError.PriceLimitReached, | ||
| initSwap(invariant, positionOwner, poolKey, false, swapAmount, true, targetSqrtPrice), | ||
| invariant | ||
| ) | ||
| }) | ||
|
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||
| test('test_swap_exact_limit', async () => { | ||
| invariant = await deployInvariant(admin, 10n ** 10n) | ||
| const tokenSupply = 10n ** 23n | ||
| ;[tokenX, tokenY] = await initTokensXY(admin, tokenSupply) | ||
|
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| const feeTier = await newFeeTier(fee, tickSpacing) | ||
| await initFeeTier(invariant, admin, feeTier) | ||
|
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| await initBasicPool(invariant, admin, tokenX, tokenY) | ||
|
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| await initBasicPosition(invariant, positionOwner, tokenX, tokenY) | ||
|
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| const swapAmount = 1000n | ||
| const swapper = await getSigner(ONE_ALPH * 1000n, 0) | ||
|
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| await withdrawTokens(swapper, [tokenX, swapAmount]) | ||
|
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| const poolKey = await newPoolKey(tokenX.address, tokenY.address, feeTier) | ||
|
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| await swapExactLimit(invariant, swapper, poolKey, true, swapAmount, true) | ||
| }) | ||
| }) |